S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
22.86%
decreased by 0.29%
1 Week
23.13%
decreased by 0.02%
1 Month
24.12%
increased by 0.97%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 17.50 | |
| 0.0562 | 14.10 | |
| 0.9423 | 419.37 | |
| -0.0179 | -3.72 |
Estimation Period:
Jan 8, 1993 to Jun 26, 2026
Jan 8, 1993 to Jun 26, 2026
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